+67.7%
DIA vs GEHC
+4.1%
+63.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -1.2% | -7.6% | +6.4% | +0.3% |
| 30D | -2.7% | -10.7% | +8.0% | -0.5% |
| 3M | +3.3% | -1.2% | +4.5% | +3.1% |
| 6M | +10.4% | -13.7% | +24.2% | +13.1% |
| YTD | +10.0% | -20.4% | +30.4% | +14.5% |
| 1Y | +16.2% | -17.0% | +33.2% | +19.6% |
| 3Y | +58.7% | +0.9% | +57.8% | +55.7% |
| All | +67.7% | +4.1% | +63.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling